I'm pretty certain capacitors aren't full of gas, but broadly I agree with you there. Electrolytic ones in particular can be expected to "wear" as the contents evaporates. They go increasingly out of spec with time (am I right in thinking they're similar to clutches in that they start off at a higher value than they should, "wear in" to a reasonable value, then go out of spec again?), if the circuitry around them is reliant on the capacitors holding a specific charge they'll have a knock on effect on the rest of the system.
Anything solid state tends to suffer from diffusion as currents are shoved through it, so heating it. Diffusion goes significantly faster in hot things, and I *think* high currents exaggerate this effect though I'd struggle to supply a source for this.
Solder suffers from thermal fatigue too, repeated heating and cooling results in cracks which get steadily larger until it all goes a bit wrong. Effect is significantly reduced by competent soldering.